Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47829.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46434.2 Kr¶

PnL: ---------------------------------------> -454.37 Kr¶

DD now: ---------------------------------> -1.647 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:27:13.802812'

Anic Portfolio¶

Today¶

Return: -0.175 %¶

This Week¶

Return: -0.175 %¶

Total¶

Return: 56.58 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Boozt 12 1.140000 1705.200000 51.200000 3.100000 1653.999996
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.340000 393.300000 38.300000 10.790000 355.000000
MedCap 2 2.250000 455.000000 34.000000 8.080000 421.000000
SAAB B 8 -0.860000 3410.400000 33.400000 0.990000 3377.000000
Resurs Holding 22 0.290000 602.800000 28.800000 5.020000 573.999998
OEM International B 7 1.410000 553.700000 25.700000 4.870000 527.999997
HMS Networks 2 1.810000 697.200000 24.200000 3.600000 673.000000
Intrum 4 2.390000 548.800000 21.800000 4.140000 527.000000
Coor Service Management Hold. 8 2.470000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -1.260000 502.400000 11.400000 2.320000 491.000000
CTEK 13 2.600000 543.790000 9.790000 1.830000 533.999999
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Securitas B 6 1.300000 571.320000 1.320000 0.230000 570.000000
Swedbank A 3 -0.450000 564.750000 0.750000 0.130000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.090000 246.000000 0.000000 0.000000 246.000000
Karnov Group 9 -1.000000 535.500000 -0.500000 -0.090000 536.000004
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Handelsbanken A 5 -0.090000 543.500000 -2.500000 -0.460000 546.000000
Essity B 2 -1.180000 570.600000 -3.400000 -0.590000 574.000000
Nordea Bank Abp 29 0.000000 3448.680000 -5.320000 -0.150000 3453.999992
Midsona B 63 3.040000 577.080000 -5.920000 -1.020000 582.999984
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Sampo Oyj SDB 7 -0.090000 3839.500000 -10.500000 -0.270000 3850.000000
International Petroleum Corp. 5 3.470000 567.000000 -27.570000 -4.640000 594.565215
FM Mattsson Mora Group B 50 -3.360000 2875.000000 -52.000000 -1.780000 2927.000000
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 0.930000 1462.500000 -201.500000 -12.110000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -0.360000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46434.200000 -454.370000 -1.6466% 46888.564618

Updated:¶

'2023-01-23 10:27:26.284557'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶